Anic Equity¶

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Total return since start: 0.737 %¶

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Equity now: -----------------------------> 53047.84 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 33210.2 Kr¶

PnL: ---------------------------------------> -38.97 Kr¶

DD now: ---------------------------------> -0.137 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:18:47.467904'

Anic Portfolio¶

This Week¶

Return: -0.037 %¶

Total¶

Return: 73.662 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.870000 3918.000000 12.000000 0.310000 3906.000000
Lundin Gold 7 1.740000 980.000000 8.400000 0.860000 971.600000
BHG Group 49 -1.870000 644.350000 6.860000 1.080000 637.490000
NCC B 7 1.850000 656.600000 4.900000 0.750000 651.700000
Xvivo Perfusion 3 0.000000 847.500000 4.500000 0.530000 843.000000
Ambea 68 2.590000 2535.040000 4.080000 0.160000 2530.960000
Indutrade 5 0.920000 1321.000000 4.000000 0.300000 1317.000000
SynAct Pharma 9 2.430000 646.200000 3.600000 0.560000 642.600000
Sdiptech B 3 2.160000 822.000000 1.800000 0.220000 820.200000
Latour B 2 0.940000 450.000000 1.600000 0.360000 448.400000
SCA A 4 -0.530000 600.000000 1.600000 0.270000 598.400000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Addtech B 3 1.930000 698.400000 0.000000 0.000000 698.400000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Creades A 7 0.990000 608.300000 -0.350000 -0.060000 608.650000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Humana 40 1.080000 671.200000 -0.800000 -0.120000 672.000000
Biotage 4 -0.270000 600.000000 -0.800000 -0.130000 600.800000
Fortnox 10 -0.690000 664.200000 -1.400000 -0.210000 665.600000
Investor A 16 -0.360000 3534.400000 -1.600000 -0.050000 3536.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Lime Technologies 2 6.310000 590.000000 -2.000000 -0.340000 592.000000
Embracer Group B 26 1.490000 657.150000 -2.470000 -0.370000 659.620000
Volati 5 1.250000 569.000000 -4.000000 -0.700000 573.000000
BONESUPPORT HOLDING 10 0.750000 1215.000000 -6.000000 -0.490000 1221.000000
NCC A 6 -0.610000 590.400000 -7.200000 -1.200000 597.600000
Gaming Innovation Group 161 0.780000 4153.800000 -24.150000 -0.580000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 33209.140000 -40.030000 -0.1385% 33249.170000

Updated:¶

'2023-06-07 16:17:54.298020'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶